+56.2%
XOP vs JD
+14.7%
+41.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.0% |
| 7D | +1.0% | -3.0% | +3.9% | +1.5% |
| 30D | +10.8% | -19.3% | +30.2% | +14.8% |
| 3M | +19.5% | -6.0% | +25.5% | +20.5% |
| 6M | +21.6% | +1.8% | +19.8% | +20.3% |
| YTD | +55.8% | -2.6% | +58.4% | +55.2% |
| 1Y | +54.6% | -17.4% | +72.1% | +58.3% |
| 3Y | +36.6% | -8.6% | +45.2% | +32.3% |
| 5Y | +160.6% | -61.6% | +222.3% | +182.0% |
| 10Y | +56.2% | +16.9% | +39.4% | +10.3% |
| All | +56.2% | +14.7% | +41.5% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling